CME Pit-Traded Corn Future December 2011
Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
681-0 |
659-4 |
-21-4 |
-3.2% |
648-0 |
High |
683-0 |
666-0 |
-17-0 |
-2.5% |
660-0 |
Low |
652-4 |
655-4 |
3-0 |
0.5% |
627-2 |
Close |
655-4 |
665-4 |
10-0 |
1.5% |
656-0 |
Range |
30-4 |
10-4 |
-20-0 |
-65.6% |
32-6 |
ATR |
15-2 |
14-7 |
-0-3 |
-2.2% |
0-0 |
Volume |
65,053 |
80,284 |
15,231 |
23.4% |
270,705 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
693-7 |
690-1 |
671-2 |
|
R3 |
683-3 |
679-5 |
668-3 |
|
R2 |
672-7 |
672-7 |
667-3 |
|
R1 |
669-1 |
669-1 |
666-4 |
671-0 |
PP |
662-3 |
662-3 |
662-3 |
663-2 |
S1 |
658-5 |
658-5 |
664-4 |
660-4 |
S2 |
651-7 |
651-7 |
663-5 |
|
S3 |
641-3 |
648-1 |
662-5 |
|
S4 |
630-7 |
637-5 |
659-6 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
746-0 |
733-6 |
674-0 |
|
R3 |
713-2 |
701-0 |
665-0 |
|
R2 |
680-4 |
680-4 |
662-0 |
|
R1 |
668-2 |
668-2 |
659-0 |
674-3 |
PP |
647-6 |
647-6 |
647-6 |
650-6 |
S1 |
635-4 |
635-4 |
653-0 |
641-5 |
S2 |
615-0 |
615-0 |
650-0 |
|
S3 |
582-2 |
602-6 |
647-0 |
|
S4 |
549-4 |
570-0 |
638-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
683-0 |
650-4 |
32-4 |
4.9% |
14-0 |
2.1% |
46% |
False |
False |
64,261 |
10 |
683-0 |
627-2 |
55-6 |
8.4% |
14-3 |
2.2% |
69% |
False |
False |
58,488 |
20 |
683-0 |
592-0 |
91-0 |
13.7% |
11-6 |
1.8% |
81% |
False |
False |
57,129 |
40 |
683-0 |
548-0 |
135-0 |
20.3% |
12-0 |
1.8% |
87% |
False |
False |
50,155 |
60 |
683-0 |
548-0 |
135-0 |
20.3% |
11-3 |
1.7% |
87% |
False |
False |
44,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
710-5 |
2.618 |
693-4 |
1.618 |
683-0 |
1.000 |
676-4 |
0.618 |
672-4 |
HIGH |
666-0 |
0.618 |
662-0 |
0.500 |
660-6 |
0.382 |
659-4 |
LOW |
655-4 |
0.618 |
649-0 |
1.000 |
645-0 |
1.618 |
638-4 |
2.618 |
628-0 |
4.250 |
610-7 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
663-7 |
667-6 |
PP |
662-3 |
667-0 |
S1 |
660-6 |
666-2 |
|